rscopulas

rscopulas is the primary Rust crate in the rscopulas workspace. It provides validated pseudo-observation handling, single-family and pair-copula models, and C-vine, D-vine, and R-vine fitting, evaluation, and sampling.

Add the crate

[dependencies]
rscopulas = "0.2.2"

What it includes

• PseudoObs for validated data in (0, 1)^d
• Gaussian, Student t, Clayton, Frank, and Gumbel copulas
• Pair copulas, including Khoudraji constructions
• Vine copulas with fitting and diagnostics
• Explicit execution-policy controls via ExecPolicy and Device

Links

• Repository: https://github.com/alexwox/rscopulas
• Docs: https://docs.rs/rscopulas